Smooth approximation of probability and quantile functions: vector generalization and its applications
R Torishnyi, V Sobol - Journal of Physics: Conference Series, 2021 - iopscience.iop.org
In this paper, we provide an approximation method for probability function and its
derivatives, which allows using the first order numerical algorithms in stochastic optimization …
derivatives, which allows using the first order numerical algorithms in stochastic optimization …
О гладкой аппроксимации вероятностных критериев в задачах стохастического программирования
ВР Соболь, РО Торишный - Информатика и автоматизация, 2020 - mathnet.ru
Исследуется один из возможных вариантов гладкой аппроксимации вероятностных
критериальных функций в задачах стохастического программирования, позволяющий …
критериальных функций в задачах стохастического программирования, позволяющий …
[PDF][PDF] Laplace distribution: ordinary differential equations
HI Okagbue, PE Oguntunde, AA Opanuga… - Proceedings of the …, 2018 - iaeng.org
Differential calculus was used in this paper to obtain the ordinary differential equations
(ODE) of the probability functions of the Laplace distribution. The parameters and support …
(ODE) of the probability functions of the Laplace distribution. The parameters and support …
[PDF][PDF] Classes of Ordinary Differential Equations Obtained for the Probability Functions of Kumaraswamy Distribution
HI Okagbue, MO Adamu, TA Anake… - Proceedings of the …, 2018 - iaeng.org
In this paper, differential calculus was used to obtain the ordinary differential equations
(ODE) of the probability density function (PDF), Quantile function (QF), survival function (SF) …
(ODE) of the probability density function (PDF), Quantile function (QF), survival function (SF) …
Application of Smooth Approximation in Stochastic Optimization Problems with a Polyhedral Loss Function and Probability Criterion
R Torishnyi, V Sobol - … Theory and Operations Research: Recent Trends …, 2021 - Springer
In this paper, we consider a stochastic optimization problem with a convex piecewise linear
(polyhedral) loss function, polyhedral constraints, and continuous random vector distribution …
(polyhedral) loss function, polyhedral constraints, and continuous random vector distribution …
[PDF][PDF] Classes of Ordinary Differential Equations Obtained for the Probability Functions of Logistic and Log-Logistic Distributions
HI Okagbue, PEO IAENG, AA Opanuga… - Proceedings of the World …, 2018 - iaeng.org
Differential calculus was used to obtain the ordinary differential equations (ODE) of the
probability density function (PDF), Quantile function (QF), survival function (SF) and hazard …
probability density function (PDF), Quantile function (QF), survival function (SF) and hazard …
[PDF][PDF] Classes of Ordinary Differential Equations Obtained for the Probability Functions of Linear Failure Rate and Generalized Linear Failure Rate Distributions
HI Okagbue, PE Oguntunde, AA Opanuga… - Int. J. Circuits, Systems …, 2018 - core.ac.uk
The linear failure rate (hazard) and generalized linear failure rate (hazard) distributions are
uniquely identified by their linear hazard functions. In this paper, homogenous ordinary …
uniquely identified by their linear hazard functions. In this paper, homogenous ordinary …
[PDF][PDF] Применение гладкой аппроксимации функций вероятности и квантили при решении задач стохастического программирования
ВР Соболь, РО Торишный - Труды СПИИРАН, 2020 - scholar.archive.org
Исследуется один из возможных вариантов гладкой аппроксимации вероятностных
критериальных функций в задачах стохастического программирования, позволяющий …
критериальных функций в задачах стохастического программирования, позволяющий …
[PDF][PDF] One and Two-parameters Lindley Distributions: Ordinary Differential Equations
HI Okagbue, PE Oguntunde, AA Opanuga… - Proceedings of the …, 2018 - iaeng.org
Differential calculus was applied to get the ordinary differential equations (ODE) of the
probability functions of the one and two-parameters Lindley distributions. The parameters …
probability functions of the one and two-parameters Lindley distributions. The parameters …
[PDF][PDF] Modified Weibull Distribution: Ordinary Differential Equations
HI Okagbue, PE Oguntunde, AA Opanuga… - Proceedings of the …, 2018 - iaeng.org
Modified Weibull distribution is an appreciable improvement over the Weibull distribution.
This paper explores the application of differentiation to obtain the ordinary differential …
This paper explores the application of differentiation to obtain the ordinary differential …